Inference Meets Computation: Dynamical, Stochastic and Economic Perspectives
Speaker:
Michael Jordan, University of California Berkeley
Date and Time:
Tuesday, October 15, 2019 - 3:30pm to 4:30pm
Location:
Fields Institute, Room 230
Abstract:
While there has been significant progress at the interface of statistics and computer science in recent years, many fundamental challenges remain. Some are mathematical and algorithmic in nature, such as the challenges associated with optimization and sampling in high-dimensional spaces, allowing notions of real-time decision-making to take their place into statistical theory and practice. Others are economic in nature, including the need to make decisions in the context of other decision-makers, and in the light of data, some shared and some not. I will present recent progress on each of these fronts.